since black is supposed to absorb heat
Alarm system is an optional add-on module. If your remote only locks your doors, and there is no beeping sound nor flashing light on your mirror, that means you do not have an alarm unit. You may buy the factory alarm module (part alone is about $175 - $300) with basic function, but a better way would be to go to an alarm/stereo shop and have a better one added for same or less money (like the ones by Viper or Clifford). They have everything from basic (but expandable) models that will interface with your BMW remote, to high tech systems that will link to your Blackberry/iPhone.
You don't give any info is hard to give you any answer.